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Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk

Denisa Banulescu-Radu and Elena Ivona Dumitrescu

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Abstract: Forthcoming

Date: 2015
Note: View the original document on HAL open archive server: https://hal-univ-paris10.archives-ouvertes.fr/hal-01385923
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Published in Journal of Banking and Finance, Elsevier, 2015, 50, pp.575 - 588

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